Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.562 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47719.72 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46324.8 Kr¶

PnL: ---------------------------------------> -563.77 Kr¶

DD now: ---------------------------------> -1.872 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-20 16:11:35.207800'

Anic Portfolio¶

Today¶

Return: 0.857 %¶

This Week¶

Return: 0.392 %¶

Total¶

Return: 56.222 %¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 3.200000 3182.400000 211.400000 7.120000 2971.000006
HEBA B 70 0.770000 2754.500000 118.500000 4.500000 2636.000010
SAAB B 8 0.510000 3444.000000 67.000000 1.980000 3377.000000
FM Mattsson Mora Group B 50 -1.320000 2990.000000 63.000000 2.150000 2927.000000
AcadeMedia 12 2.320000 592.800000 35.800000 6.430000 557.000004
Corem Property Group B 59 -0.290000 609.470000 32.470000 5.630000 576.999999
Resurs Holding 22 4.660000 603.240000 29.240000 5.090000 573.999998
Samhällsbyggnadsbo. i Norden B 20 1.320000 383.200000 28.200000 7.940000 355.000000
MedCap 2 1.140000 445.000000 24.000000 5.700000 421.000000
Norva24 Group 16 -3.060000 558.400000 15.400000 2.840000 543.000000
Boozt 12 2.730000 1669.200000 15.200000 0.920000 1653.999996
OEM International B 7 1.040000 541.800000 13.800000 2.610000 527.999997
Fastighetsbolag. Emilshus Pref 21 1.860000 575.400000 13.400000 2.380000 562.000005
HMS Networks 2 -0.230000 684.800000 11.800000 1.750000 673.000000
Intrum 4 0.340000 538.000000 11.000000 2.090000 527.000000
Eastnine 4 -2.200000 498.400000 7.400000 1.510000 491.000000
Swedbank A 3 0.850000 567.750000 3.750000 0.660000 564.000000
Essity B 2 0.910000 576.400000 2.400000 0.420000 574.000000
Essity A 4 0.000000 1150.000000 1.000000 0.090000 1149.000000
Sampo Oyj SDB 7 1.660000 3850.000000 0.000000 0.000000 3850.000000
Coor Service Management Hold. 8 0.380000 532.000000 0.000000 0.000000 532.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 0.510000 543.000000 -3.000000 -0.550000 546.000000
Samhällsbyggnadsbo. i Norden D 12 0.000000 242.160000 -3.840000 -1.560000 246.000000
Securitas B 6 0.190000 564.840000 -5.160000 -0.910000 570.000000
CTEK 13 1.660000 525.980000 -8.020000 -1.500000 533.999999
Karnov Group 9 1.570000 525.600000 -10.400000 -1.940000 536.000004
Nordea Bank Abp 29 0.610000 3441.720000 -12.280000 -0.360000 3453.999992
Midsona B 63 1.720000 557.550000 -25.450000 -4.370000 582.999984
International Petroleum Corp. 5 1.210000 545.000000 -49.570000 -8.340000 594.565215
Vivesto 1368 0.000000 558.690000 -54.310000 -8.860000 612.999432
Axfood 13 0.360000 3654.300000 -101.700000 -2.710000 3756.000001
OX2 18 1.830000 1452.600000 -211.400000 -12.700000 1663.999992
Fasadgruppen Group 35 2.560000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.000000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46324.800000 -563.770000 -1.87163% 46888.564618

Updated:¶

'2023-01-20 16:11:48.064623'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶